+22.2%
LQD vs PBF
+374.8%
-352.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.1% | +5.3% | -6.4% | -1.1% |
| 30D | -1.3% | +11.7% | -13.0% | -1.4% |
| 3M | -3.2% | +91.1% | -94.3% | -3.8% |
| 6M | -2.1% | +88.4% | -90.6% | -2.7% |
| YTD | -2.4% | +194.1% | -196.4% | -3.4% |
| 1Y | -2.7% | +180.4% | -183.1% | -3.8% |
| 3Y | +14.2% | +59.3% | -45.1% | +13.2% |
| 5Y | -5.8% | +816.3% | -822.1% | -9.4% |
| All | +22.2% | +374.8% | -352.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling